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題名:臺灣產險業資本要求有效性之模擬研究
書刊名:保險專刊
作者:蔡政憲 引用關係廖詩芸
作者(外文):Tsai, Chengh-sienLiao, Shih-yun
出版日期:2002
卷期:18:2
頁次:頁113-130
主題關鍵詞:保險監理資本要求風險基礎資本涉險值Solvency regulationCapital requirementsRisk-based capitalValue at risk
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:2
  • 共同引用共同引用:0
  • 點閱點閱:51
期刊論文
1.Pritsker, M.(1997)。Evaluating Value at Risk Methodologies: Accuracy versus Computational Time。Journal of Financial Services Research,12(2/3),201-243。  new window
2.Cummins, J. David、Harrington, Scott E.、Klein, Robert W.(1995)。Insolvency Experience, Risk-based Capital, and Prompt Corrective Action in Property- Liability Insurance。Journal of Banking and Finance,19(3/4),511-527。  new window
3.Cummins, David J.、Grace, Martin F.、Phillips, Richard D.(1999)。Regulatory Solvency Prediction in Property-Liability Insurance: Risk-Based Capital, Audit Ratios, and Cash Flow Simulation。Journal of Risk and Insurance,66(3),417-458。  new window
4.Grace, Martin F.、Harrington, Scott E.、Klein, Robert W.(1998)。Risk-Based Capital and Solvency Screening in Property-Liability Insurance: Hypotheses and Empirical Tests。The Journal of Risk and Insurance,65(2),213-243。  new window
5.Lopez, J.(1999)。Regulatory Evaluation of Value-at-Risk Models。Journal of Risk,1,37-63。  new window
6.Munch, P.、Smallwood, D. E.(1980)。Solvency Regulation in the Property-Liability Industry: Empirical Evidence。The Bell Journal of Economics,11,261-279。  new window
7.Kupiec, Paul H.(1995)。Techniques for Verifying the Accuracy of Risk Measurement Models。Journal of Derivatives,3(2),73-84。  new window
會議論文
1.Tsai, C.、Lin, T.。How does the Correlation among Risks Matter in the Effectiveness of Capital Requirements: A Simulation Study on the Property-Casualty Insurance Industry。The Second Risk Management Theory Seminar。台北:政大風險管理與保險學系。  new window
研究報告
1.Berkowitz, J.(1999)。Evaluating the Forecasts of Risk Models。Federal Reserve Board。  new window
2.Pottier, S. W.、Sommer, D. W.(1999)。Capital Ratios and Property-Liability Insurer Insolvencies。  new window
學位論文
1.張弘欣(2001)。台灣壽險業風險基礎資本額共變性之實證研究(碩士論文)。國立政治大學。  延伸查詢new window
圖書
1.鄭濟世(1998)。我國壽險業資本適足性之研究。臺北:財團法人保險事業發展中心。  延伸查詢new window
2.Tuckman, B.(1996)。Fixed Income Securities: Tools for Today's Markets。New York:John Wiley & Sons, Inc.。  new window
3.Dowd, K.(1998)。Beyond Value at Risk: The New Science of Risk Management。New York:John Wiley & Sons, Inc.。  new window
4.Hull, J. C.(2000)。Options, Futures, and Other Derivatives。London:Prentice- Hall International, Inc.。  new window
5.Jorion, P.(2001)。Value at Risk: The New Benchmark for Controlling Market Risk。Chicago:IRWIN Professional Publishing。  new window
6.NAIC(1998)。Property and Casualty Risk-Based Capital Report Including Overview and Instructions for Companies。Kansas City, MO:NAIC。  new window
7.Panjer, H. H.、Boyle, P. P.、Cox, S. H.、Dufresne, D.、Gerber, H. U.、Mueller, H. H.、Pedersen, H. W.、Pliska, S. R.、Sherris, M.、Shiu, E. S.、Tan, K. S.(1998)。Financial Economics: with Applications to Investments, Insurance and Pensions。Schaumburg, Illinois:The Actuarial Foundation。  new window
 
 
 
 
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